Qing Zhang

Publication Activity (10 Years)

Years Active: 1992-2023
Publications (10 Years): 7

Top Topics

Optimal Strategy

Top Venues

J. Optim. Theory Appl.

IEEE Control. Syst. Lett.

Publications

Hongjiang Qian, Gang George Yin, Qing Zhang
Deep Filtering With Adaptive Learning Rates. IEEE Trans. Autom. Control. 68 (6) (2023)
Hongjiang Qian, Qing Zhang, George Yin
Filtering with degenerate observation noise: A stochastic approximation approach. Autom. 142 (2022)
Qing Zhang, George Yin, Le Yi Wang
A Deep Filtering Approach for Control of Partially Observed Systems. IEEE Control. Syst. Lett. 5 (4) (2021)
Ruyi Liu, Zhen Wu, Qing Zhang
Pairs-trading under geometric Brownian motions: An optimal strategy with cutting losses. Autom. 115 (2020)
Siyu Lv, Zhen Wu, Qing Zhang
Optimal switching under a hybrid diffusion model and applications to stock trading. Autom. 94 (2018)
Jingzhi Tie, Hanqin Zhang, Qing Zhang
An Optimal Strategy for Pairs Trading Under Geometric Brownian Motions. J. Optim. Theory Appl. 179 (2) (2018)
Qing Zhang, Caojin Zhang, George Yin
Near-optimal stopping rules for two-time-scale Markovian systems. CDC (2017)
Zhixin Yang, Gang George Yin, Qing Zhang
Mean-variance type controls involving a hidden Markov chain: models and numerical approximation. IMA J. Math. Control. Inf. 32 (4) (2015)
Ran Tao, Zhen Wu, Qing Zhang
Optimal Switching under a Regime-Switching Model with Two-Time-Scale Markov Chains. Multiscale Model. Simul. 13 (1) (2015)
Duy Nguyen, Jingzhi Tie, Qing Zhang
An Optimal Trading Rule Under a Switchable Mean-Reversion Model. J. Optim. Theory Appl. 161 (1) (2014)
Zhixin Yang, Le Yi Wang, Gang George Yin, Qing Zhang, Hongwei Zhang
Applications of Numerical Methods for Stochastic Controlled Switching Diffusions with a Hidden Markov Chain: Case Studies on Distributed Power Management and Communication Resource Allocation. FDM (2014)
Qingshuo Song, Gang George Yin, Qing Zhang
Weak Convergence Methods for Approximation of the Evaluation of Path-Dependent Functionals. SIAM J. Control. Optim. 51 (5) (2013)
Duy Nguyen, Gang George Yin, Qing Zhang
Trend-following trading using recursive stochastic optimization algorithms. CDC (2013)
Qingshuo Song, Qing Zhang
An optimal pairs-trading rule. Autom. 49 (10) (2013)
Qi He, Gang George Yin, Qing Zhang
Large deviations for systems driven by two-time-scale nonhomogeneous Markovian chains and applications to optimal control problems. CDC (2012)
Hoi Tin Kong, Qing Zhang, Gang George Yin
A trend-following strategy: Conditions for optimality. Autom. 47 (4) (2011)
Hoi Tin Kong, Qing Zhang, Gang George Yin
Optimality conditions for a trend-following strategy. CDC/ECC (2011)
Qi He, Gang George Yin, Qing Zhang
Large Deviations for Two-Time-Scale Systems Driven by Nonhomogeneous Markov Chains and Associated Optimal Control Problems. SIAM J. Control. Optim. 49 (4) (2011)
Baojun Bian, Min Dai, Lishang Jiang, Qing Zhang, Yifei Zhong
Optimal Decision for Selling an Illiquid Stock. J. Optim. Theory Appl. 151 (2) (2011)
Dong-Ping Song, Qing Zhang
A Fluid Flow Model for Empty Container Repositioning Policy with a Single Port and Stochastic Demand. SIAM J. Control. Optim. 48 (5) (2010)
Gang George Yin, Jie Yu, Qing Zhang
Option pricing, model calibration, and prediction with a switchable market: A stochastic approximation algorithm. CDC (2010)
Gang George Yin, Jie Yu, Qing Zhang
A stochastic approximation algorithm for option pricing model calibration with a switchable market. Int. J. Comput. Math. 87 (15) (2010)
David Prager, Qing Zhang
Stock loan valuation under a regime-switching model with mean-reverting and finite maturity. J. Syst. Sci. Complex. 23 (3) (2010)
Qing Zhang, Xun Yu Zhou
Valuation of Stock Loans with Regime Switching. SIAM J. Control. Optim. 48 (3) (2009)
Dong-Ping Song, Qing Zhang
Impact of dynamic information on empty container repositioning in a seaport with uncertainties. CDC (2009)
Paul W. Eloe, R. H. Liu, M. Yatsuki, Gang George Yin, Qing Zhang
Optimal Selling Rules in a Regime-Switching Exponential Gaussian Diffusion Model. SIAM J. Appl. Math. 69 (3) (2008)
Hanqin Zhang, Qing Zhang
Trading a mean-reverting asset: Buy low and sell high. Autom. 44 (6) (2008)
Gang George Yin, Qing Zhang, Chao Zhuang
Stochastic approximation algorithms for trailing stop. CDC (2008)
Qingshuo Song, George Yin, Qing Zhang
Numerical methods for buying-low-and-selling-high stock policy. ACC (2008)
George Yin, Qing Zhang, Chao Zhuang
Using Stochastic Approximation for Parameter Estimation in Option Pricing. ACC (2007)
M. Pemy, George Yin, Qing Zhang
Selling a large stock position: a stochastic control approach with state constraints. Commun. Inf. Syst. 7 (1) (2007)
Y. J. Liu, Gang George Yin, Qing Zhang, John B. Moore
Balanced realizations of regime-switching linear systems. Math. Control. Signals Syst. 19 (3) (2007)
J. Bao, A. Belu, Y. Gershon, Y. J. Liu, George Yin, Qing Zhang
Using stochastic optimization methods for stock selling decision making and option pricing: numerics and bias and variance dependent convergence rates. Commun. Inf. Syst. 7 (2) (2007)
Qing Zhang, Gang George Yin, John B. Moore
Two-Time-Scale Approximation for Wonham Filters. IEEE Trans. Inf. Theory 53 (5) (2007)
Qing Zhang, Gang George Yin, John B. Moore
Two-time-scale Wonham filters. CDC (2007)
Jianwu Wang, Qing Zhang, George Yin
Near-optimal Hybrid Filtering in a Two-time-scale Model. CDC (2006)
Suresh P. Sethi, Qing Zhang
Introduction to the special issue on optimal control applications to management sciences. Autom. 42 (8) (2006)
J. W. Wang, Qing Zhang, Gang George Yin
Two-time-scale Hybrid Filters: Near Optimality. SIAM J. Control. Optim. 45 (1) (2006)
Qing Zhang, Gang George Yin, R. H. Liu
A Near-Optimal Selling Rule for a Two-Time-Scale Market Model. Multiscale Model. Simul. 4 (1) (2005)
George Yin, Qing Zhang, John B. Moore, Yuan Jin Liu
Continuous-time tracking algorithms involving two-time-scale Markov chains. IEEE Trans. Signal Process. 53 (12) (2005)
George Yin, Jianwu Wang, Qing Zhang
A new approach for pricing American put options. CDC (2004)
Qing Zhang, Xin Guo
Closed-Form Solutions for Perpetual American Put Options with Regime Switching. SIAM J. Appl. Math. 64 (6) (2004)
Gang George Yin, Qing Zhang
Stability of Markov modulated discrete-time dynamic systems. Autom. 39 (8) (2003)
Gang George Yin, Qing Zhang, S. Miao
Markov chain approximation techniques for a class of nonlinear control problems. Neural Parallel Sci. Comput. 10 (4) (2002)
Gang George Yin, R. H. Liu, Qing Zhang
Recursive Algorithms for Stock Liquidation: A Stochastic Optimization Approach. SIAM J. Optim. 13 (1) (2002)
Qing Zhang, George Yin
Hybrid stock-investment models and asset allocation. CDC (2002)
Suresh P. Sethi, Houmin Yan, Hanqin Zhang, Qing Zhang
Optimal and Hierarchical Controls in Dynamic Stochastic Manufacturing Systems: A Survey. Manuf. Serv. Oper. Manag. 4 (2) (2002)
R. H. Liu, Qing Zhang, Gang George Yin
Asymptotically optimal controls of hybrid linear quadratic regulators in discrete time. Autom. 38 (3) (2002)
Qing Zhang, Gang George Yin, El-Kébir Boukas
Optimal control of a marketing-production system. IEEE Trans. Autom. Control. 46 (3) (2001)
Gang George Yin, Qing Zhang
Singularly Perturbed Discrete-Time Markov Chains. SIAM J. Appl. Math. 61 (3) (2000)
Qing Zhang
Hybrid filtering for linear systems with non-Gaussian disturbances. IEEE Trans. Autom. Control. 45 (1) (2000)
Qing Zhang, Gang George Yin
On nearly optimal controls of hybrid LQG problems. IEEE Trans. Autom. Control. 44 (12) (1999)
Qing Zhang, Gang George Yin
Asymptotically Optimal Controls of Hybrid LQG. Problems: Summary of Results. Control of Distributed Parameter and Stochastic Systems (1998)
Suresh P. Sethi, Qing Zhang, Xun Yu Zhou
Hierarchical production controls in a stochastic two-machine flowshop with a finite internal buffer. IEEE Trans. Robotics Autom. 13 (1) (1997)
R. Z. Khashinskii, Gang George Yin, Qing Zhang
Asymptotic Expansions of Singularly Perturbed Systems Involving Rapidly Fluctuating Markov Chains. SIAM J. Appl. Math. 56 (1) (1996)
Ernst Presman, Suresh P. Sethi, Qing Zhang
Optimal feedback production planning in a stochastic N-machine flowshop. Autom. 31 (9) (1995)
El-Kébir Boukas, Qing Zhang, Gang George Yin
Robust production and maintenance planning in stochastic manufacturing systems. IEEE Trans. Autom. Control. 40 (6) (1995)
Suresh P. Sethi, Qing Zhang
Hierarchical production and setup scheduling in stochastic manufacturing systems. IEEE Trans. Autom. Control. 40 (5) (1995)
Suresh P. Sethi, Qing Zhang
Multilevel hierarchical open-loop and feedback controls in stochastic marketing-production systems. IEEE Trans. Robotics Autom. 10 (6) (1994)
Suresh P. Sethi, Halil Mete Soner, Qing Zhang, H. Jiang
Turnpike Sets and Their Analysis in Stochastic Production Planning Problems. Math. Oper. Res. 17 (4) (1992)